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<?php |
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namespace Laratrade\Indicators; |
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use Illuminate\Support\Collection; |
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use Laratrade\Indicators\Contracts\Indicator; |
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use Laratrade\Indicators\Exceptions\NotEnoughDataPointsException; |
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/** |
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* |
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* Moving Average Crossover Divergence (MACD) indicator as a buy/sell signal. |
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* When the MACD signal less than 0, the price is trending down and it's time to sell. |
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* When the MACD signal greater than 0, the price is trending up it's time to buy. |
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* |
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* Used to catch trends early and can also help us spot trend reversals. |
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* It consists of 2 moving averages (1 fast, 1 slow) and vertical lines called a histogram, |
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* which measures the distance between the 2 moving averages. |
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* Contrary to what many people think, the moving average lines are NOT moving averages of the price. |
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* They are moving averages of other moving averages. |
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* MACD’s downfall is its lag because it uses so many moving averages. |
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* One way to use MACD is to wait for the fast line to “cross over” or “cross under” the slow line and |
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* enter the trade accordingly because it signals a new trend. |
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*/ |
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class MovingAverageCrossoverDivergenceIndicator implements Indicator |
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{ |
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public function __invoke(Collection $ohlcv, int $period1 = 12, int $period2 = 26, int $period3 = 9): int |
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{ |
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/* |
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* Create the MACD signal and pass in the three parameters: fast period, slow period, and the signal. |
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* we will want to tweak these periods later for now these are fine. |
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* data, fast period, slow period, signal period (2-100000) |
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* array $real [, integer $fastPeriod [, integer $slowPeriod [, integer $signalPeriod ]]] |
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*/ |
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$macd = trader_macd( |
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$ohlcv->get('close'), |
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$period1, |
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$period2, |
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$period3 |
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); |
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if (false === $macd) { |
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throw new NotEnoughDataPointsException('Not enough data points'); |
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} |
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$macd_raw = $macd[0]; |
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$signal = $macd[1]; |
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//If not enough Elements for the Function to complete |
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if (!$macd || !$macd_raw) { |
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throw new NotEnoughDataPointsException('Not enough data points'); |
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} |
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//$macd = $macd_raw[count($macd_raw)-1] - $signal[count($signal)-1]; |
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$macd = (array_pop($macd_raw) - array_pop($signal)); |
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// Close position for the pair when the MACD signal is negative |
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if ($macd < 0) { |
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return static::SELL; |
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// Enter the position for the pair when the MACD signal is positive |
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} elseif ($macd > 0) { |
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return static::BUY; |
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} else { |
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return static::HOLD; |
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} |
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} |
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} |
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laratrade /
indicators
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